Hi guys, Im currently writing my dissertation and have never used SPSS before but my tutor told me to have a look as it allows me to conduct one of my needed tests - variance ratio.
For my dissertation i have had to download the trade data at 15 minute intervals for 20 companies on the FTSE100 for 140 days.. as you can imagine there is a lot of data (5000+ returns for each company).
Using excel i have worked out the price relative and Returns data. The returns data what i am studying to check for any predictability in the FTSE100.
I have gone onto SPSS simply put two rows of data for each company TIME / RETURNS.
How do i run the variance ratio test? because i cant seem to make it work?
Please bare in mind that i have never dealt with the program before, but i could really use your help on this.
I have tried to attach the file of my work but it wont accept excel files for some reason, but its basically 5000 variables in one column for each company